• Title/Summary/Keyword: parameter estimation methods

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Estimation of genetic parameters and trends for production traits of dairy cattle in Thailand using a multiple-trait multiple-lactation test day model

  • Buaban, Sayan;Puangdee, Somsook;Duangjinda, Monchai;Boonkum, Wuttigrai
    • Asian-Australasian Journal of Animal Sciences
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    • v.33 no.9
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    • pp.1387-1399
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    • 2020
  • Objective: The objective of this study was to estimate the genetic parameters and trends for milk, fat, and protein yields in the first three lactations of Thai dairy cattle using a 3-trait,-3-lactation random regression test-day model. Methods: Data included 168,996, 63,388, and 27,145 test-day records from the first, second, and third lactations, respectively. Records were from 19,068 cows calving from 1993 to 2013 in 124 herds. (Co) variance components were estimated by Bayesian methods. Gibbs sampling was used to obtain posterior distributions. The model included herd-year-month of testing, breed group-season of calving-month in tested milk group, linear and quadratic age at calving as fixed effects, and random regression coefficients for additive genetic and permanent environmental effects, which were defined as modified constant, linear, quadratic, cubic and quartic Legendre coefficients. Results: Average daily heritabilities ranged from 0.36 to 0.48 for milk, 0.33 to 0.44 for fat and 0.37 to 0.48 for protein yields; they were higher in the third lactation for all traits. Heritabilities of test-day milk and protein yields for selected days in milk were higher in the middle than at the beginning or end of lactation, whereas those for test-day fat yields were high at the beginning and end of lactation. Genetics correlations (305-d yield) among production yields within lactations (0.44 to 0.69) were higher than those across lactations (0.36 to 0.68). The largest genetic correlation was observed between the first and second lactation. The genetic trends of 305-d milk, fat and protein yields were 230 to 250, 25 to 29, and 30 to 35 kg per year, respectively. Conclusion: A random regression model seems to be a flexible and reliable procedure for the genetic evaluation of production yields. It can be used to perform breeding value estimation for national genetic evaluation in the Thai dairy cattle population.

Outlier detection for multivariate long memory processes (다변량 장기 종속 시계열에서의 이상점 탐지)

  • Kim, Kyunghee;Yu, Seungyeon;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.35 no.3
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    • pp.395-406
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    • 2022
  • This paper studies the outlier detection method for multivariate long memory time series. The existing outlier detection methods are based on a short memory VARMA model, so they are not suitable for multivariate long memory time series. It is because higher order of autoregressive model is necessary to account for long memory, however, it can also induce estimation instability as the number of parameter increases. To resolve this issue, we propose outlier detection methods based on the VHAR structure. We also adapt the robust estimation method to estimate VHAR coefficients more efficiently. Our simulation results show that our proposed method performs well in detecting outliers in multivariate long memory time series. Empirical analysis with stock index shows RVHAR model finds additional outliers that existing model does not detect.

A study on the determination of substrata using the information of exponential response rate by simulation studies (모의실험을 기반으로 지수형 응답률 보정을 위한 세부 층 결정에 관한 연구)

  • Min, Joo-Won;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.31 no.5
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    • pp.621-636
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    • 2018
  • Research on the application of informative sampling technique has been conducted in order to reduce the influence of non-response. Chung and Shin (Korean Journal of Applied Statistics, 30, 993-1004, 2017) showed that the estimation accuracy improved when using exponential response rate information for the parameter estimation if the distribution of errors included in the super population model follows normal distribution. However this method divides the stratum into equally spaced substrata to obtain the sample weight of the informative sampling technique and shows that the accuracy of the estimation improves as the number of substrata increases. In this study, with the given number of total sample size, the optimal substratum boundary points are calculated using equal space, quantile, and LH algorithm; consequently, the results using those methods are compared through simulation. We also studied the criteria to determine the number of substrata and substratum boundaries that can be used in practice with various types of auxiliary variable distributions.

Functional Reliability Estimation of Pin Pullers Based on a Probit Model (프로빗 모델 기반 핀풀러의 작동 신뢰도 추정)

  • Mun, Byeong Min;Lee, Chinuk;Kim, Nam-ho;Choi, Chang-Sun;Kim, Zaeill;Bae, Suk Joo
    • Journal of the Korea Institute of Military Science and Technology
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    • v.20 no.2
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    • pp.225-230
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    • 2017
  • To generate mechanical movements in one-shot devices such as missiles and space launch vehicles, pyrotechnic mechanical device(PMD) such as pin pullers using pyrotechnic charge has been widely used. Reliability prediction of pin pullers is crucial to successfully execute target missions for the one-shot devices. Because the pin pullers require destructive tests to evaluate their reliability, one would need about 3,000 samples of success to guarantee a reliability of 99.9 % with a confidence level of 95 %. This paper suggests the application of a probit model using the charge amount as a functional parameter for estimation of functional reliability of pin puller. To guarantee target reliability, we propose estimation methods of the lower bound of functional reliability by applying the probit model. Given lower bound of functional reliability, we quantitatively show that the optimum amount of charge increases as the number of samples decreases. Along with a variety of simulations the validity of our new model via real test results is confirmed.

Estimation of Synthetic Unit Hydrograph by Cluster Analysis Using Geomorphic Characteristics of Mid-size Watershed (지형학적 인자에 따라 군집화된 중소규모유역의 합성단위도법 제시)

  • Kim, Jin Gyeom;Kim, Jong min;Kang, Boosik
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.36 no.3
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    • pp.439-449
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    • 2016
  • The methodology of synthetic unit hydrograph using geomorphic characteristics was suggested. Six geomorphic components over 19 watersheds were used to estimate synthetic unit hydrograph and the test watersheds were classified into two groups on the basis of the area of $200km^2$. The regression formulas between standardized geomorphic characteristics for each group and peak quantities of specific streamflow and time of representative unit hydrograph were suggested and the Nash and the Clark unit hydrographs were derived. For verifying the derived unit hydrographs, the resulting hydrographs were compared with the ones using the existing Clark unit hydrographs based on the empirical parameter estimation for the 145 storm events during 2010 to 2011 for the additional six watersheds. The results showed the relatively higher performance over the existing synthetic unit hydrograph methods, which could be a contribution to the hydrologic estimation in ungauged watersheds.

Adaptive On-line State-of-available-power Prediction of Lithium-ion Batteries

  • Fleischer, Christian;Waag, Wladislaw;Bai, Ziou;Sauer, Dirk Uwe
    • Journal of Power Electronics
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    • v.13 no.4
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    • pp.516-527
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    • 2013
  • This paper presents a new overall system for state-of-available-power (SoAP) prediction for a lithium-ion battery pack. The essential part of this method is based on an adaptive network architecture which utilizes both fuzzy model (FIS) and artificial neural network (ANN) into the framework of adaptive neuro-fuzzy inference system (ANFIS). While battery aging proceeds, the system is capable of delivering accurate power prediction not only for room temperature, but also at lower temperatures at which power prediction is most challenging. Due to design property of ANN, the network parameters are adapted on-line to the current battery states (state-of-charge (SoC), state-of-health (SoH), temperature). SoC is required as an input parameter to SoAP module and high accuracy is crucial for a reliable on-line adaptation. Therefore, a reasonable way to determine the battery state variables is proposed applying a combination of several partly different algorithms. Among other SoC boundary estimation methods, robust extended Kalman filter (REKF) for recalibration of amp hour counters was implemented. ANFIS then achieves the SoAP estimation by means of time forward voltage prognosis (TFVP) before a power pulse occurs. The trade-off between computational cost of batch-learning and accuracy during on-line adaptation was optimized resulting in a real-time system with TFVP absolute error less than 1%. The verification was performed on a software-in-the-loop test bench setup using a 53 Ah lithium-ion cell.

Information extraction of the moving objects based on edge detection and optical flow (Edge 검출과 Optical flow 기반 이동물체의 정보 추출)

  • Chang, Min-Hyuk;Park, Jong-An
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.8A
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    • pp.822-828
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    • 2002
  • Optical flow estimation based on multi constraint approaches is frequently used for recognition of moving objects. However, the use have been confined because of OF estimation time as well as error problem. This paper shows a new method form effectively extracting movement information using the multi-constraint base approaches with sobel edge detection. The moving objects anr extraced in the input image sequence using edge detection and segmentation. Edge detection and difference of the two input image sequence gives us the moving objects in the images. The process of thresholding removes the moving objects detected due to noise. After thresholding the real moving objects, we applied the Combinatorial Hough Transform (CHT) and voting accumulation to find the optimal constraint lines for optical flow estimation. The moving objects found in the two consecutive images by using edge detection and segmentation greatly reduces the time for comutation of CHT. The voting based CHT avoids the errors associated with least squares methods. Calculation of a large number of points along the constraint line is also avoided by using the transformed slope-intercept parameter domain. The simulation results show that the proposed method is very effective for extracting optical flow vectors and hence recognizing moving objects in the images.

Runoff Analysis Based on Rainfall Estimation Using Weather Radar (기상레이더 강우량 산정법을 이용한 유출해석)

  • Kim, Jin Geuk;Ahn, Sang Jin
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.1B
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    • pp.7-14
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    • 2006
  • The radar relationship was estimated for the selected rainfall event at Yeongchun station within Chungjudam basin where the discharge record was the range of from 1,000 CMS to 9,000 CMS. By calibrating the rainfall coefficient parameter estimated by radar relationship in small hydrology basin, rainfall with the topography properties was calculated. Three different rainfall estimation methods were compared:(1) radar relationship method (2) Thiessen method (3) Isohyetal method (4) Inverse distance method. Basin model was built by applying HEC-GeoHMS which uses digital elevation model to extract hydrological characteristic and generate river network. The proposed basin model was used as an input to HEC-HMS to build a runoff model. The runoff estimation model applying radar data showed the good result. It is proposed that the radar data would produce more rapid and accurate runoff forecasting especially in the case of the partially concentrated rainfall due to the atmospheric change. The proposed radar relationship could efficiently estimate the rainfall on the study area(Chungjudam basin).

A Study on Estimation of a Beat Spectrum in a FMCW Radar (FMCW 레이다에서의 비트 스펙트럼 추정에 관한 연구)

  • Lee, Jong-Gil
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.13 no.12
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    • pp.2511-2517
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    • 2009
  • Recently, a FMCW radar is used for the various purposes in the short range detection and tracking of targets. The main advantages of a FMCWradar are the comparative simplicity of implementation and the low peak power transmission characterizing the very low probability of signal interception. Since it uses the frequency modulated continuous wave for transmission and demodulation, the received beat frequency represents the range and Doppler information of targets. Detection and extraction of useful information from targets are performed in this beat frequency domain. Therefore, the resolution and accuracy in the estimation of a beat spectrum are very important. However, using the conventional FFT estimation method, the high resolution spectrum estimation with a low sidelobe level is not possible if the acquisition time is very short in receiving target echoes. This kind of problems deteriorates the detection performance of adjacent targets having the large magnitude differences in return echoes and also degrades the reliability of the extracted information. Therefore, in this paper, the model parameter estimation methods such as autoregressive and eigenvector spectrum estimation are applied to mitigate these problems. Also, simulation results are compared and analyzed for further improvement.

Parameter Estimation and Analysis of Extreme Highest Tide Level in Marginal Seas around Korea (한국 연안 최극 고조위의 매개변수 추정 및 분석)

  • Jeong, Shin-Taek;Kim, Jeong-Dae;Ko, Dong-Hui;Yoon, Gil-Lim
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.20 no.5
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    • pp.482-490
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    • 2008
  • For a coastal or harbor structure design, one of the most important environmental factors is the appropriate extreme highest tide level condition. Especially, the information of extreme highest tide level distribution is essential for reliability design. In this paper, 23 set of extreme highest tide level data obtained from National Oceanographic Research Institute(NORI) were analyzed for extreme highest tide levels. The probability distributions considered in this research were Generalized Extreme Value(GEV), Gumbel, and Weibull distribution. For each of these distributions, three parameter estimation methods, i.e. the method of moments, maximum likelihood and probability weighted moments, were applied. Chi-square and Kolmogorov-Smirnov goodness-offit tests were performed, and the assumed distribution was accepted at the confidence level 95%. Gumbel distribution which best fits to the 22 tidal station was selected as the most probable parent distribution, and optimally estimated parameters and extreme highest tide level with various return periods were presented. The extreme values of Incheon, Cheju, Yeosu, Pusan, and Mukho, which estimated by Shim et al.(1992) are lower than that of this result.